+36.4%
EWZ vs MKC
-24.0%
+60.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +5.6% | -4.3% | +9.9% | +5.5% |
| 30D | +9.3% | -2.0% | +11.3% | +9.2% |
| 3M | +15.7% | +10.0% | +5.7% | +15.4% |
| 6M | +7.4% | -18.5% | +26.0% | +6.7% |
| YTD | +22.7% | -22.4% | +45.1% | +21.7% |
| 1Y | +36.4% | -23.6% | +60.0% | +34.7% |
| All | +36.4% | -24.0% | +60.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling